+568.0%
RVMD vs RY
+215.2%
+352.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | 0.0% |
| 7D | -0.6% | -0.6% | 0.0% | -0.1% |
| 30D | +1.7% | +6.1% | -4.4% | -2.3% |
| 3M | -6.7% | -3.4% | -3.4% | -4.7% |
| 6M | +36.1% | +12.8% | +23.3% | +24.5% |
| YTD | +142.4% | +21.0% | +121.4% | +111.0% |
| 1Y | +207.8% | +40.5% | +167.3% | +141.8% |
| 3Y | +879.5% | +159.9% | +719.6% | +402.2% |
| 5Y | +509.0% | +125.0% | +384.1% | +241.3% |
| All | +568.0% | +215.2% | +352.9% | +179.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling